+501.7%
TSEM vs BN
+100.8%
+400.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.2% |
| 7D | -9.5% | +4.3% | -13.8% | -11.9% |
| 30D | -35.5% | +14.3% | -49.8% | -41.4% |
| 3M | -41.6% | -4.1% | -37.5% | -40.3% |
| 6M | -30.1% | -9.7% | -20.4% | -26.0% |
| YTD | +25.7% | -7.1% | +32.9% | +28.7% |
| 1Y | +50.5% | -7.4% | +57.9% | +54.8% |
| 3Y | +501.7% | +102.3% | +399.4% | +286.6% |
| All | +501.7% | +100.8% | +400.9% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling